+740.7%
GOOGL vs ROST
+308.3%
+432.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.8% | -2.5% | -0.3% | -2.0% |
| 30D | -3.2% | -10.3% | +7.1% | +0.2% |
| 3M | -6.6% | -2.6% | -4.0% | -6.1% |
| 6M | +8.5% | +6.5% | +1.9% | +5.5% |
| YTD | +6.5% | +25.9% | -19.5% | -2.3% |
| 1Y | +39.4% | +52.3% | -12.9% | +19.8% |
| 3Y | +146.2% | +94.6% | +51.6% | +92.0% |
| 5Y | +138.3% | +111.1% | +27.2% | +75.1% |
| All | +740.7% | +308.3% | +432.3% | +422.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling